+104.0%
MRK vs GLXY
-38.8%
+142.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.8% | +0.6% |
| 7D | +0.7% | +5.3% | -4.6% | +0.7% |
| 30D | +0.3% | -19.8% | +20.1% | +0.3% |
| 3M | +9.7% | -31.4% | +41.0% | +9.9% |
| 6M | +32.0% | -53.3% | +85.3% | +32.6% |
| YTD | +43.3% | -35.7% | +79.0% | +42.2% |
| 1Y | +63.7% | -47.2% | +110.9% | +63.2% |
| All | +104.0% | -38.8% | +142.8% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling